Despite the numerous consequences, why does Macbeth not give up his power?

1. Pride
Macbeth's pride would not let him back down, since to back down would be to lose.

2. Indifference
"Life's but a walking shadow, a poor player that struts and frets upon the stage, and then is heard no more."
Life has no meaning (he has indifference towards life), thus believing that what we do in life would soon have no meaning, and thus, we can do whatever we want.

3. Realization of his sins
He realizes that he had committed too much murder, walked too far out from heaven to go back, thus deciding to exercise his corrupting power as much as possible instead.